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This chapter demonstrates the use of optimization, namely the 3DVAR and 4DVAR methodologies, to obtain information from the filtering and smoothing distributions. We emphasize that the methods we present in this chapter do not provide approximations of the filtering and smoothing distributions; they simply provide estimates of the signal, given data, in the filtering (on-line) and smoothing (off-line) data scenarios.
This chapter is devoted to the particle filter, a method that approximates the filtering distribution by a sum of Dirac masses. Particle filters provably converge to the filtering distribution as the number of particles, and hence the number of Dirac masses, approaches infinity. We focus on the bootstrap particle filter (BPF), also known as sequential importance resampling; it is linked to the material on Monte Carlo and importance sampling described in Chapter 5.
In this chapter we study Markov chain Monte Carlo (MCMC), a methodology that delivers approximate samples from a given target distribution π. The methodology applies to settings in which π is the posterior distribution in (1.2), but it is also widely used in numerous applications beyond Bayesian inference. As with Monte Carlo and importance sampling, MCMC may be viewed as approximating the target distribution by a sum of Dirac masses, thus allowing the approximation of expectations with respect to the target. Implementation of Monte Carlo presupposes that independent samples from the target can be obtained. Importance sampling and MCMC bypass this restrictive assumption: importance sampling by appropriately weighting independent samples from a proposal distribution, and MCMC by drawing correlated samples from a Markov kernel that has the target as invariant distribution.
In this chapter we again adopt an optimization approach to the problem of Bayesian inference, but instead seek a Gaussian distribution 𝑝 = N(μ, Σ) that minimizes some distance-like measure from the posterior 𝜋𝑦 (u). However, rather than using a metric to define the distance, we use the Kullback–Leibler divergence introduced in Section 4.1.
This chapter demonstrates the use of optimization, namely the 3DVAR and 4DVAR methodologies, to obtain information from the filtering and smoothing distributions. We emphasize that the methods we present in this chapter do not provide approximations of the filtering and smoothing distributions; they simply provide estimates of the signal, given data, in the filtering (on-line) and smoothing (off-line) data scenarios.
This chapter brings together the material in the first two parts of these notes, demonstrating how the principles and ideas underpinning the derivation of extended and ensemble Kalman filters for data assimilation can be used to design ensemble Kalman methods for inverse problems.
Governments all over the world are rapidly embracing digital technologies for information collection, governance, and social control. Recent studies suggest citizens may accept or even support digital surveillance. By using an online survey dataset on public opinion about facial recognition technology, contact tracing apps, and the social credit system in China, Germany, the US, and the UK, this article shows that these studies have overlooked a small yet significant group of digital technology doubters. Our results show that while up to 10% of Chinese citizens belong to the group of “digital doubters,” this group is the largest in Germany with 30% of citizens. The US and the UK are in the middle with approximately 20%. While citizens who belong to this group of digital doubters worry about privacy and surveillance issues, their attitudes can also be explained by them not being convinced of the benefits of digital technologies, including improved efficiency, security, or convenience. We find that the more citizens lack trust in their government, the more likely they are to belong to the group of digital doubters. Our findings demonstrate that in both democratic and authoritarian states, there are citizens opposing the adoption of certain digital technologies. This underscores the importance of initiating societal debate to determine the appropriate regulations that align with these societal preferences.
We extend the classical setting of an optimal stopping problem under full information to include problems with an unknown state. The framework allows the unknown state to influence (i) the drift of the underlying process, (ii) the payoff functions, and (iii) the distribution of the time horizon. Since the stopper is assumed to observe the underlying process and the random horizon, this is a two-source learning problem. Assigning a prior distribution for the unknown state, standard filtering theory can be employed to embed the problem in a Markovian framework with one additional state variable representing the posterior of the unknown state. We provide a convenient formulation of this Markovian problem, based on a measure change technique that decouples the underlying process from the new state variable. Moreover, we show by means of several novel examples that this reduced formulation can be used to solve problems explicitly.
SARS-CoV-2 has become one of the most important and challenging medical research topics in recent years. The presence of endothelial dysfunction, immune thrombosis, and oxidative stress contributes to complications and requires more extended hospitalisation of patients. In this article, we focused on analysing the impact of oxidative stress on the severity of COVID-19 infection. The study group consisted of 72 patients with laboratory-confirmed SARS-CoV enrolled. The patients were divided into moderate and severe diseases according to the SCRI (Simple Covid Risk Index, including lymphocyte/D-dimer ratio). Using the ELISA kit, we determined the level of AOPP and 8-OHdG. Patients with severe COVID-19 had higher levels of both AOPP (P < 0.05) and 8-OHdG (P < 0.05) compared to patients with moderate disease. Albumin levels were significantly lower (P < 0.001), although fibrinogen (P < 0.01), D-dimer (P < 0.001), and TF (P < 0.05) levels were higher in severe patients than in moderate course. AOPP/Alb was also higher among severe patients (P < 0.05). Our data suggest a potential role for AOPP and 8-OHdG in predicting the outcome of SARS-CoV-2 patients. Elevated AOPP levels were associated with increased Dimer-D, TF, and vWF activity levels.
We propose a modification to the random destruction of graphs: given a finite network with a distinguished set of sources and targets, remove (cut) vertices at random, discarding components that do not contain a source node. We investigate the number of cuts required until all targets are removed, and the size of the remaining graph. This model interpolates between the random cutting model going back to Meir and Moon (J. Austral. Math. Soc.11, 1970) and site percolation. We prove several general results, including that the size of the remaining graph is a tight family of random variables for compatible sequences of expander-type graphs, and determine limiting distributions for binary caterpillar trees and complete binary trees.
We consider parallel single-server queues in heavy traffic with randomly split Hawkes arrival processes. The service times are assumed to be independent and identically distributed (i.i.d.) in each queue and are independent in different queues. In the critically loaded regime at each queue, it is shown that the diffusion-scaled queueing and workload processes converge to a multidimensional reflected Brownian motion in the non-negative orthant with orthonormal reflections. For the model with abandonment, we also show that the corresponding limit is a multidimensional reflected Ornstein–Uhlenbeck diffusion in the non-negative orthant.
The current study aimed to explore Palestinian university students’ perceptions and concerns about COVID-19 vaccination hesitancy. Our sample comprised 50 university students selected using snowball sampling techniques from Palestinian universities in the West Bank, Palestine. Thematic content analysis was conducted to identify the main themes of semi-structured interviews with students. The results of the thematic content analysis yielded four main themes: Students’ perceptions and concerns on COVID-19 vaccinations, perceived risks of vaccination, experiences related to vaccination, and causes of vaccination hesitancy. Participants expressed concerns and doubts about the vaccine’s safety, showing high hesitancy and scepticism; they also reported different causes for COVID-19 vaccination hesitancy in the Palestinian context, such as the lack of confidence in vaccines, false beliefs about vaccines, and peculiar political instability and conflict of the Palestinian territories enduring a military occupation undermining the health system’s capacity to respond to the COVID-19 outbreak appropriately. Health authorities and policymakers are urgently called to invest in and potentiate awareness campaigns to change the diffuse people’s stereotypes related to the COVID-19 vaccine in the Palestinian territories.
A bootstrap percolation process on a graph with n vertices is an ‘infection’ process evolving in rounds. Let $r \ge 2$ be fixed. Initially, there is a subset of infected vertices. In each subsequent round, every uninfected vertex that has at least r infected neighbors becomes infected as well and remains so forever.
We consider this process in the case where the underlying graph is an inhomogeneous random graph whose kernel is of rank one. Assuming that initially every vertex is infected independently with probability $p \in (0,1]$, we provide a law of large numbers for the size of the set of vertices that are infected by the end of the process. Moreover, we investigate the case $p = p(n) = o(1)$, and we focus on the important case of inhomogeneous random graphs exhibiting a power-law degree distribution with exponent $\beta \in (2,3)$. The first two authors have shown in this setting the existence of a critical $p_c =o(1)$ such that, with high probability, if $p =o(p_c)$, then the process does not evolve at all, whereas if $p = \omega(p_c)$, then the final set of infected vertices has size $\Omega(n)$. In this work we determine the asymptotic fraction of vertices that will eventually be infected and show that it also satisfies a law of large numbers.
Stationary Poisson processes of lines in the plane are studied, whose directional distributions are concentrated on $k\geq 3$ equally spread directions. The random lines of such processes decompose the plane into a collection of random polygons, which form a so-called Poisson line tessellation. The focus of this paper is to determine the proportion of triangles in such tessellations, or equivalently, the probability that the typical cell is a triangle. As a by-product, a new deviation of Miles’s classical result for the isotropic case is obtained by an approximation argument.
We feature results on global survival and extinction of an infection in a multi-layer network of mobile agents. Expanding on a model first presented in Cali et al. (2022), we consider an urban environment, represented by line segments in the plane, in which agents move according to a random waypoint model based on a Poisson point process. Whenever two agents are at sufficiently close proximity for a sufficiently long time the infection can be transmitted and then propagates into the system according to the same rule starting from a typical device. Inspired by wireless network architectures, the network is additionally equipped with a second class of agents able to transmit a patch to neighboring infected agents that in turn can further distribute the patch, leading to chase–escape dynamics. We give conditions for parameter configurations that guarantee existence and absence of global survival as well as an in-and-out of the survival regime, depending on the speed of the devices. We also provide complementary results for the setting in which the chase–escape dynamics is defined as an independent process on the connectivity graph. The proofs mainly rest on percolation arguments via discretization and multiscale analysis.